Sassan, you can indeed add any instrument Patch from any of your Sy libraries to whatever is already loaded in the Sy Player, or build up your own new multi-instrument structure of patches starting from an empty Sy Player. Of course you can then save the result as a User Preset.
There is no way of adding a complete instrument Preset (Factory or User) to whatever is already loaded. However, (though I haven't tried this yet) I think it may be possible to copy one (or more?) dimension branch structure from one Sy Player, then paste it into an appropriately-positioned newly-added dimension slot in another Sy Player.
In Sy Player, routing or re-routing the audio of each patch is done by selecting the actual patch slot (which has the actual audio sample) in the dimension structure, then in the Sy Player's Edit Tab, in the last item in the list of Options - shown as "Mixer Output" - selecting which Sy Player mixer strip the patch's audio is to pass through. Prior to this action you can add more mixer strips if you wish, by clicking the top "+" symbol shown to the right of the mixer. Once you have the patch routed to the mixer strip of your choice, you can then click on that strip's "Output" field (second from bottom in the mixer) and choose which of Sy Player's audio outputs that mixer strip's audio will be routed to.
Sy Player is superbly flexible in this way and can stream concurrently up to 9 stereo or 18 mono audio channels to its host, which may be VEPro or your DAW. If you want an instrument patch's audio to be routed to the DAW as a single mono channel, it can be done by using Sy Player mixer strip's Balance control panned hard over, then extracting that side of the appropriate 2-channel pair received in the DAW.